Ingredient Summary Page
for period ending February 28, 2025
More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors
Use this page to find a high return, lower risk portfolio ingredients. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. VizMetrics applies the Choose—Invest—Rebalance process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost.
- Choose a portfolio ingredient that meets your needs by comparing return, risk, and cost.
- Invest in a portfolio recipe by buying the underlying ingredients. See How to Invest
- Rebalance your portfolio to keep the mix of ingredients up-to-date. See How to rebalance your portfolio
Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.
In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or id. Click any dot to see details. Use the table below to compare performance of all the portfolio ingredients. Sort any column by clicking the heading in the gray row. Click any ingredient name below for full details.
| Total Return, annualized % | Max DrawDown | ||||||||||||
| Ingredient Name | ID | Peer Group | Category | 1 month | YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 15 year | 20 year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Total Bond Market | BND | Benchmark | Benchmark | 2.2% | 2.8% | 5.8% | * | * | * | * | * | * | * |
| S&P 500 | SPY | Benchmark | Benchmark | -1.3% | 1.4% | 18.4% | * | * | * | * | * | * | * |
| Clean Energy | ICLN | Global Sectors | Clean Energy | -2.3% | -2.4% | -18.8% | * | * | * | * | * | * | * |
| Consumer Discretionary | RXI | Global Sectors | Consumer Discretionary | -1.6% | 2.6% | 15.3% | * | * | * | * | * | * | * |
| Consumer Staples | KXI | Global Sectors | Consumer Staples | 4.9% | 6.5% | 10.2% | * | * | * | * | * | * | * |
| Energy | IXC | Global Sectors | Energy | 2.7% | 5.1% | 6.3% | * | * | * | * | * | * | * |
| Financials | IXG | Global Sectors | Financials | 2.5% | 9.0% | 30.5% | * | * | * | * | * | * | * |
| Healthcare | IXJ | Global Sectors | Healthcare | 1.9% | 8.4% | 3.9% | * | * | * | * | * | * | * |
| Industrials | EXI | Global Sectors | Industrials | 0.0% | 4.7% | 11.7% | * | * | * | * | * | * | * |
| Infrastructure | IGF | Global Sectors | Infrastructure | 0.5% | 2.3% | 21.1% | * | * | * | * | * | * | * |
| Materials | MXI | Global Sectors | Materials | 0.9% | 5.8% | 0.5% | * | * | * | * | * | * | * |
| Technology | IXN | Global Sectors | Technology | -1.5% | -2.8% | 12.7% | * | * | * | * | * | * | * |
| Telecom | IXP | Global Sectors | Telecommunications | -1.2% | 6.2% | 27.6% | * | * | * | * | * | * | * |
| Timber & Forestry | WOOD | Global Sectors | Timber and Forestry | -3.5% | 1.5% | -0.3% | * | * | * | * | * | * | * |
| Global Utilities | JXI | Global Sectors | Utilities | 2.3% | 4.7% | 24.0% | * | * | * | * | * | * | * |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | Benchmark | -0.3% | 1.8% | 12.8% | * | * | * | * | * | * | * |